Robust exponential squared loss-based variable selection for high-dimensional single-index varying-coefficient model

DOI10.1016/j.cam.2016.05.030zbMath1346.62083OpenAlexW2432957622MaRDI QIDQ738981

Yunquan Song, Ling Jian, Lu Lin

Publication date: 16 August 2016

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2016.05.030

zbMATH Keywords

robustvariable selectionhigh-dimensionalexponential squared losssingle-index varying-coefficient model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Multivariate analysis (62H99)

Related Items (9)

Robust functional coefficient selection for the single-index varying coefficients regression model ⋮ Partial index additive models with additive distortion measurement errors ⋮ Group selection via adjusted weighted least absolute deviation regression ⋮ Robust exponential squared loss-based estimation in semi-functional linear regression models ⋮ Robust variable selection for the varying index coefficient models ⋮ Elastic net penalized quantile regression model ⋮ Model identification and selection for single-index varying-coefficient models ⋮ Robust estimation for varying coefficient partially functional linear regression models based on exponential squared loss function ⋮ Robust MAVE for single-index varying-coefficient models

Cites Work

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• Optimal smoothing in single-index models
• Variable selection in semiparametric regression modeling
• Empirical likelihood for single-index models
• Nonparametric checks for single-index models
• Single-index coefficient models for nonlinear time series
• Estimation in a semiparametric model for longitudinal data with unspecified dependence structure
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Penalized Spline Estimation for Partially Linear Single-Index Models
• On Single-Index Coefficient Regression Models
• Functional Coefficient Regression Models for Non-linear Time Series: A Polynomial Spline Approach
• Empirical Likelihood for a Varying Coefficient Model With Longitudinal Data
• Robust Variable Selection With Exponential Squared Loss
• Variable Selection in Nonparametric Varying-Coefficient Models for Analysis of Repeated Measurements
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